A SMOOTHING TRUST REGION METHOD FOR NCPS BASED ON THE SMOOTHING GENERALIZED FISCHER-BURMEISTER FUNCTION  

作　　者：Xuebin Wang Changfeng Ma Meiyan Li 

机构地区：[1]School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007, China [2]School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin 5~100~, China

出　　处：《Journal of Computational Mathematics》2011年第3期261-286,共26页计算数学（英文）

基　　金：Acknowledgments. The work was supported by the National Natural Science Foundation of China （11071041） and Fujian Natural Science Foundation （2009J01002）.

摘　　要：Based on a reformulation of the complementarity problem as a system of nonsmooth equations by using the generMized Fischer-Burmeister function, a smoothing trust re- gion Mgorithm with line search is proposed for solving general （not necessarily monotone） nonlinear complementarity problems. Global convergence and, under a nonsingularity assumption, local Q-superlinear/Q-quadratic convergence of the algorithm are established. In particular, it is proved that a unit step size is always accepted after a finite number of iterations. Numerical results also confirm the good theoretical properties of our approach.Based on a reformulation of the complementarity problem as a system of nonsmooth equations by using the generMized Fischer-Burmeister function, a smoothing trust re- gion Mgorithm with line search is proposed for solving general （not necessarily monotone） nonlinear complementarity problems. Global convergence and, under a nonsingularity assumption, local Q-superlinear/Q-quadratic convergence of the algorithm are established. In particular, it is proved that a unit step size is always accepted after a finite number of iterations. Numerical results also confirm the good theoretical properties of our approach.

关 键 词：Nonlinear complementarity problem Smoothing method Trust region method Global convergence Local superlinear convergence. 

分 类 号：O221.2[理学—运筹学与控制论] F832.49[理学—数学]